Graversen Svend Erik

Publications in Math-Net.Ru

1. Stochastic integration on the real line
   
   Teor. Veroyatnost. i Primenen., 58:2 (2013),  355–380
2. On the problem of stochastic integral representations of functionals of the Browning motion. II
   
   Teor. Veroyatnost. i Primenen., 51:1 (2006),  64–77
3. Stopping Brownian motion without anticipation as close as possible to its ultimate maximum
   
   Teor. Veroyatnost. i Primenen., 45:1 (2000),  125–136
4. On the Russian option: The expected waiting time
   
   Teor. Veroyatnost. i Primenen., 42:3 (1997),  564–575